+183.8%
AMZN vs DDOG
+427.7%
-243.9%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DDOG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.9% | +0.7% | +0.1% |
| 7D | -3.0% | -10.1% | +7.2% | -0.3% |
| 30D | -5.2% | -24.8% | +19.6% | +0.9% |
| 3M | +1.9% | -12.6% | +14.5% | +3.7% |
| 6M | +19.2% | +79.9% | -60.7% | -3.7% |
| YTD | +12.0% | +56.6% | -44.6% | -7.1% |
| 1Y | +9.7% | +61.6% | -51.9% | -11.4% |
| 3Y | +87.2% | +117.9% | -30.7% | +33.3% |
| 5Y | +48.7% | +54.2% | -5.6% | +8.6% |
| All | +183.8% | +427.7% | -243.9% | +58.7% |
Cumulative growth
Daily Returns
Daily percentage return beside DDOG.
Daily Out/Under-Performance
Portfolio return minus DDOG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DDOG return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded DDOG wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling